## [Measuring the value-added of algorithmic trading strategies](https://www.linkedin.com/pulse/measuring-value-added-algorithmic-trading-strategies-ralph-sueppel/?trackingId=1IrPV%2BbVJn8f3jvz%2FYn8iA%3D%3D) Ralph Sueppel

http://www.sr-sv.com/measuring-value-added-of-algorithmic-trading-strategies/
[Machine learning models predicting returns: why most popular performance metrics are misleading and proposal for an efficient metric](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3927058)

## thesis [Applied Value and Momentum Trading ](https://research-api.cbs.dk/ws/portalfiles/portal/62174175/879725_Master_Thesis_Final.pdf)

##  thesis [Revisiting Equity Strategies with Financial Machine Learning](https://ethz.ch/content/dam/ethz/special-interest/mtec/chair-of-entrepreneurial-risks-dam/documents/dissertation/master%20thesis/Thesis-Schneider_final_.pdf) Luca Schneider

https://www.bloomberg.com/company/press/bloomberg-tradebooks-strategy-analyzer-in-trade-tool-helps-traders-improve-decisions-and-control-over-automated-execution-strategies/